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researcher

E. Mordecki

33 papers hereh-index 171.4k citations92 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author7
  • middle author9
  • last author16

Across the 32 of 33 papers where every author was matched, so the position is known.

fields
  • math.PR23
  • math.OC2
  • q-fin.PR2
  • econ.EM1
  • math.CO1
  • math.DS1

identity via Semantic Scholar / OpenAlex

activity
20062026
most citedSkewness Premium with Lévy Processes

8 citations · 31 across the 24 of their papers we have counts for

collaborators
Showing 2023 · math.OCShow all

1 paper · 2 filters

math.OC2023

Two sided ergodic singular control and mean field game for diffusions

Sören Christensen, Ernesto Mordecki, Facundo Oliú Eguren

In a probabilistic mean-field game driven by a linear diffusion an individual player aims to minimize an ergodic long-run cost by controlling the diffusion through a pair of -- inc…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.